I would recommend you to read the How to Write Go Code documentation and this blog post.
The path you’re seeing in your import line is not a url, but only the path the package is located in (normally relative to $GOROOT/src/pkg or $GOPATH/src). So your package heredoc is most probably located in the directory $GOPATH/src/github.com/MakeNowJust/heredoc.
The recommended way to use external packages is by downloading and installing them via go get. You might want to check out the documentation of go get by go get --help.